V-Lab: BioDelivery Sciences International Inc EGARCH Volatility Analysis

V-Lab

BioDelivery Sciences International Inc EGARCH Volatility Analysis

Volatility Prediction for Wednesday, March 23rd, 2022:36.87% (-0.43%)

Analysis last updated: Tuesday, March 22, 2022 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3422	11.44
$α$	0.2412	19.82
$β$	0.8924	90.96
$γ$	-0.0445	-5.81

Estimation Period:
Jul 25, 2002 to Mar 4, 2022

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts